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Robustness of optimal portfolios under risk and stochastic dominance constraints

Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441

Persistent link: https://www.econbiz.de/10010356735

Multiple sourcing and order allocation problem under supplier disruption risk and quantity discount

Hamdi, Faiza; Masmoudi, Faouzi; Dupont, Lionel - In: International journal of services, economics and management 9 (2018) 3/4, pp. 272-294

Persistent link: https://www.econbiz.de/10012035902

Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

Schied, Alexander; Schöneborn, Torsten - In: Finance and stochastics 13 (2009) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10003939504

Prüfungsqualität, Prüferhaftung und Risikoaversion : eine analytische Betrachtung der Bedeutung der Risikoaversion für die Prüfungsqualität

Pummerer, Erich; Steller, Marcel; Baldauf, Julia - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 65 (2013) 1, pp. 32-59

Persistent link: https://www.econbiz.de/10009710784

A Sensitivity Analysis of the Long-Term Expected Utility of Optimal Portfolios

Park, Hyungbin - 2019

constant relative risk aversion. Under an incomplete market given by a factor model, we consider the utility maximization …

Persistent link: https://www.econbiz.de/10012868757

Precautionary savings and wealth inequality : a global sensitivity analysis

Cozzi, Marco - 2011

economy. This is a calibrated GE model with incomplete markets and uninsurable income risk, designed to quantify the size of …. The parameters affecting most significantly precautionary savings are the risk aversion and the standard deviation of the …